This is no longer the most up to date version of the dataset.
View the latest hereDOI:
10.82551/j7rv-b408
7 Chord Corporate Credit Curves
Description
Daily issuer-level credit curves for corporate bond issuers, fitted from BondDroid composite prices. Each curve carries option-adjusted spreads, hazard rates, and yields across an 11-point tenor grid, along with curve slopes and fit diagnostics, tagged with NAICS-style sector and industry classifications, country of risk, and region. The dataset supports research on the term structure of credit risk, default-intensity modeling, and cross-sectional credit pricing.
Published:
September 10, 2026
Created by:
7 Chord
Citation
7 Chord. (2026). Corporate Credit Curves [Dataset]. Dewey Data. https://doi.org/10.82551/J7RV-B408
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